50% VT 50% Cash

Portfolio Specification

Assets

VANGUARD TOTAL WORLD STOCK INDEX FUND ETF SHARES (VT) 50.00%
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) 50.00%

Policy

Rebalancing Interval Annually
Weights Algorithm Constant Weights

Benchmark

SPDR S&P 500 ETF Trust (SPY)

Anyone who has a link can see this portfolio.

Policy Report

Backtest Report

From to (17y 9m 24d)

Returns (annualized)

Portfolio 5.34%
Benchmark 12.14%

Risk (annualized)

Portfolio 9.68%
Benchmark 19.86%

Sharpe (annualized)

Portfolio 0.45
Benchmark 0.61

Excess Return (annualized)

-6.80%

Tracking Error (annualized)

11.18%

Information Ratio

-0.61
Statistic Portfolio Benchmark
Downside Volatility 10.39% 21.08%
Sortino Ratio 0.42 0.57
Calmar Ratio 0.16 0.26
Ulcer Index 15.38 15.03
Max Drawdown 26.99% 47.17%
VaR (99% Confidence) $-2,250 $-4,619
VaR (99.9% Confidence) $-2,989 $-6,136
Beta to Benchmark 0.46 N/A

Value at Risk (VaR) is calculated off a $10,000 portfolio value.

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

8.67

Skew

-0.47
Data Table
Factor Coefficients
Factor Portfolio Benchmark Excess
Market Factor 0.4937 0.9831 -0.4894
Size Factor 0.0201 -0.0582 0.0783
Style Factor 0.0061 0.0127 -0.0065
U.S. Tilt (Non U.S.) 0.0075 0.3966 -0.3892

Adjusted R2

Portfolio 0.96
Benchmark 0.97

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution